+2.8%
MRSH vs IJH
+9.6%
-6.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | +0.1% |
| 7D | -4.8% | -1.9% | -2.9% | -5.5% |
| 30D | -6.3% | -4.6% | -1.7% | -8.3% |
| 3M | +5.8% | -1.2% | +7.0% | +5.2% |
| 6M | +2.8% | +9.4% | -6.6% | +3.7% |
| All | +2.8% | +9.6% | -6.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IJH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling